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- Title
The Clarke Generalized Gradient for Functions Whose Epigraph Has Positive Reach.
- Authors
Colombo, Giovanni; Marigonda, Antonio; Wolenski, Peter R.
- Abstract
We consider the class of continuous functions that map an open set Ω ⊆ ℝn to with an epigraph having (locally) positive reach with an additional property. This class contains all finite convex and C1,1 functions, but also ones that are not necessarily Lipschitz continuous. We provide a representation formula for the Clarke generalized gradient of such functions using convex combinations and limits of gradients at differentiability points, thus offering an alternative to the well-known proximal normal formula by replacing a pointedness assumption by one of positive reach. Our proof consists of a detailed analysis of singularities using methods taken from both nonsmooth analysis and geometric measure theory, and is based on an induction argument. As an application, we prove for a particular class of Hamilton-Jacobi equations that an a.e. solution whose hypograph has positive reach and satisfies an additional property is indeed the unique viscosity solution.
- Subjects
CONTINUOUS functions; CONVEX sets; LIPSCHITZ spaces; MATHEMATICAL singularities; GEOMETRIC measure theory; HAMILTON-Jacobi equations
- Publication
Mathematics of Operations Research, 2013, Vol 38, Issue 3, p451
- ISSN
0364-765X
- Publication type
Article
- DOI
10.1287/moor.1120.0580